R help - May 2009 - Full likelihood from survreg

R users,

 

I am making model selection with an accelerated failure time model using the
command survreg within the library survival.

 

As I want to compare models with different probability distributions I need
to have the full likelihood.

 

How can I find out what survreg generates: the full likelihood or a
likelihood with "unnecessary" constants dropped?

 

Example I want to compare the likelihoods in Fit1 and Fit2. Is it
straightforward, or should I e.g. add a syntax asking for the full
likelihood?

Fit1<-survreg(Surv(Time, Event) ~ x, data, dist=''weibull'')

Fit2<-survreg(Surv(Time, Event) ~ x, data,
dist=''loglogistic'')

 

Ullrika


	[[alternative HTML version deleted]]

> How can I find out what survreg generates: the full likelihood or a
> likelihood with "unnecessary" constants dropped?
 Survreg returns a log-likelihood, not a deviance (LL with parameters dropped); 
and the result is labeled as such.  
 
It turns out that the deviance is not as easily defined for censored data.

	Terry Therneau